Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	SPDR S&P 500 ETF TR	3,540,000	$722M	19.7%	$203.89	—	—	Put	78462F953
—	SPDR S&P 500 ETF TR	3,000,000	$612M	16.7%	$203.89	—	—	Call	78462F903
—	ISHARES TR	1,750,000	$197M	5.4%	$112.51	—	—	Put	464287955
PARR	PAR PACIFIC HOLDINGS INC	8,178,905	$193M	5.2%	$23.54	$18.31	+26.4%	COM NEW	69888T207
—	ISHARES TR	1,000,000	$113M	3.1%	$112.51	—	—	Call	464287905
—	TESLA MTRS INC	51,956,000	$102M	2.8%	$1.96	$1.75	—	NOTE 1.500% 6/0	88160RAA9
—	CURRENCYSHARES EURO TR	900,000	$95.76M	2.6%	$106.40	—	—	Put	23130C958
—	YAHOO INC	2,542,252	$84.56M	2.3%	$33.26	$32.94	—	COM	984332106
—	TELEFLEX INC	39,547,000	$84.38M	2.3%	$2.13	$1.98	—	NOTE 3.875% 8/0	879369AA4
—	PACIRA PHARMACEUTICALS INC	21,904,000	$68.33M	1.9%	$3.12	$3.41	—	NOTE 3.250% 2/0	695127AB6
—	AMERICAN CAP LTD	4,839,321	$66.73M	1.8%	$13.79	$13.49	—	COM	02503Y103
—	AMERICAN CAP AGY CORP	3,387,021	$58.73M	1.6%	$17.34	$18.91	—	COM	02503X105
—	BANK AMER CORP	3,000,000	$50.49M	1.4%	$16.83	—	—	Put	060505954
HUM	HUMANA INC	250,507	$44.72M	1.2%	$178.51 *	$163.87	-1.3%	COM	444859102
—	AMERICAN AIRLS GROUP INC	1,000,000	$42.35M	1.2%	$42.35	—	—	Call	02376R902
—	OCWEN FINL CORP	5,674,070	$39.55M	1.1%	$6.97	$8.54	—	COM NEW	675746309
—	E M C CORP MASS	1,527,856	$39.23M	1.1%	$25.68	$24.76	—	COM	268648102
—	TIME WARNER CABLE INC	211,320	$39.22M	1.1%	$185.59	$176.64	—	COM	88732J207
—	HERBALIFE LTD	45,940,000	$38.45M	1.0%	$0.84	$0.82	—	NOTE 2.000% 8/1	42703MAB9
—	CIGNA CORPORATION	248,563	$36.37M	1.0%	$146.33	$135.02	—	COM	125509109
—	ISIS PHARMACEUTICALS INC DEL	9,246,000	$34.55M	0.9%	$3.74	$2.40	—	NOTE 2.750%10/0	464337AG9
—	BROADCOM CORP	566,800	$32.77M	0.9%	$57.82	$52.79	—	CL A	111320107
—	ENCORE CAP GROUP INC	28,681,000	$30.15M	0.8%	$1.05	$1.54	—	NOTE 3.000%11/2	292554AD4
—	OFFICE DEPOT INC	5,339,250	$30.11M	0.8%	$5.64	$7.15	—	COM	676220106
—	ISTAR INC	27,000,000	$29.04M	0.8%	$1.08	$1.11	—	NOTE 3.000%11/1	45031UBR1
—	HYCROFT MNG CORP	28,825,760	$28.83M	0.8%	$1.00	$1.00	—	DEBT 15.000%10/2	448629AC9
—	TWO HBRS INVT CORP	3,164,718	$25.63M	0.7%	$8.10	$8.23	—	COM	90187B101
—	ENCORE CAP GROUP INC	28,180,000	$24.02M	0.7%	$0.85	$1.14	—	NOTE 3.000% 7/0	292554AF9
ALLY	ALLY FINL INC	1,134,935	$21.16M	0.6%	$18.64 *	$17.87	-15.3%	COM	02005N100
RYAAY	RYANAIR HLDGS PLC	227,921	$19.71M	0.5%	$86.46	$86.46	—	SPONSORED ADR NE	783513203
—	CORSICANTO LTD	21,710,000	$19.65M	0.5%	$0.91	$0.86	—	NOTE 3.500% 1/1	220480AB3
—	JAZZ TECHNOLOGIES INC NEW	11,779,000	$18.32M	0.5%	$1.56	$1.63	—	NOTE 8.000%12/3	47214GAF4
—	CORENERGY INFRASTRUCTURE TR	24,000,000	$18.18M	0.5%	$0.76	$0.88	—	NOTE 7.000% 6/1	21870UAA4
—	AMERICAN CAP MTG INVT CORP	1,210,855	$16.9M	0.5%	$13.96	$15.71	—	COM	02504A104
—	PRECISION CASTPARTS CORP	65,000	$15.08M	0.4%	$232.02	$229.71	—	COM	740189105
—	INTEGRA LIFESCIENCES HLDGS	10,757,000	$14M	0.4%	$1.30	$1.19	—	C NOTE 1.625%12/1	457985AK5
—	LIBERTY MEDIA CORP	22,907,000	$12.97M	0.4%	$0.57	$0.62	—	DEB 4.000%11/1	530715AG6
—	COWEN GROUP INC NEW	13,500,000	$12.97M	0.4%	$0.96	$1.22	—	NOTE 3.000% 3/1	223622AB7
—	VERISIGN INC	4,850,000	$12.42M	0.3%	$2.56	$2.56	—	SDCV 3.250% 8/1	92343EAD4
—	PHOTRONICS INC	10,000,000	$12.15M	0.3%	$1.22	$1.22	—	NOTE 3.250% 4/0	719405AH5
—	ALTISOURCE PORTFOLIO SOLNS S	435,852	$12.12M	0.3%	$27.81	$26.08	—	REG SHS	L0175J104
—	PDL BIOPHARMA INC	14,716,000	$11.78M	0.3%	$0.80	$0.80	—	NOTE 4.000% 2/0	69329YAF1
—	ALLERGAN PLC	36,860	$11.52M	0.3%	$312.51	$312.51	—	SHS	G0177J108
—	ALERE INC	10,986,000	$11.3M	0.3%	$1.03	$1.19	—	NOTE 3.000% 5/1	01449JAA3
SPY	SPDR S&P 500 ETF TR	54,000	$11.01M	0.3%	$203.89	$191.63	—	TR UNIT	78462F103
—	CHENIERE ENERGY INC	21,120,000	$10.98M	0.3%	$0.52	$0.83	—	NOTE 4.250% 3/1	16411RAG4
—	TITAN MACHY INC	16,750,000	$10.79M	0.3%	$0.64	$0.69	—	NOTE 3.750% 5/0	88830RAB7
—	ICONIX BRAND GROUP INC	12,045,000	$10.72M	0.3%	$0.89	$1.21	—	NOTE 2.500% 6/0	451055AE7
—	CHUBB CORP	80,000	$10.61M	0.3%	$132.64	$122.65	—	COM	171232101
—	GREEN PLAINS INC	8,000,000	$10.15M	0.3%	$1.27	$1.35	—	NOTE 3.250%10/0	393222AD6
—	JETBLUE AIRWAYS CORP	2,148,000	$9.998M	0.3%	$4.65	$1.89	—	DBCV 6.750%10/1	477143AG6
—	NEW SR INVT GROUP INC	1,006,187	$9.921M	0.3%	$9.86	$15.89	—	COM	648691103
—	SANDISK CORP	6,248,000	$9.798M	0.3%	$1.57	$1.58	—	NOTE 1.500% 8/1	80004CAD3
—	ANADARKO PETE CORP	200,000	$9.716M	0.3%	$48.58	—	—	Put	032511957
—	NII HLDGS INC	1,851,157	$9.348M	0.3%	$5.05	$6.51	—	COM PAR $0.001	62913F508
—	CONOCOPHILLIPS	200,000	$9.338M	0.3%	$46.69	—	—	Put	20825C954
—	COBALT INTL ENERGY INC	16,375,000	$9.18M	0.3%	$0.56	$0.67	—	NOTE 2.625%12/0	19075FAA4
—	SELECT SECTOR SPDR TR	150,000	$9.083M	0.2%	$60.55	—	—	Call	81369Y906
—	CHARTER COMMUNICATIONS INC D	48,400	$8.862M	0.2%	$183.10	—	—	Put	16117M955
OSG	AMBAC FINL GROUP INC	619,658	$8.731M	0.2%	$14.09 *	$22.88	-32.8%	COM NEW	023139884
—	ENCORE CAP GROUP INC	11,429,000	$8.593M	0.2%	$0.75	$0.91	—	NOTE 2.875% 3/1	292554AH5
—	INVESCO MORTGAGE CAPITAL INC	666,866	$8.262M	0.2%	$12.39	$12.34	—	COM	46131B100
—	NVIDIA CORP	4,850,000	$8.078M	0.2%	$1.67	$1.67	—	NOTE 1.000%12/0	67066GAC8
—	SAFEGUARD SCIENTIFICS INC	7,316,000	$8.066M	0.2%	$1.10	$1.32	—	DBCV 5.250% 5/1	786449AK4
—	GSV CAP CORP	8,500,000	$7.825M	0.2%	$0.92	$0.92	—	NOTE 5.250% 9/1	36191JAB7
—	NATIONSTAR MTG HLDGS INC	578,917	$7.74M	0.2%	$13.37	$19.80	—	COM	63861C109
—	IMPERIAL HLDGS INC	8,500,000	$7.129M	0.2%	$0.84	$1.14	—	NOTE 8.500% 2/1	452834AE4
—	GOL LINHAS AEREAS INTLG S A	11,464,800	$6.569M	0.2%	$0.57	$2.69	—	SP ADR REP PFD	38045R107
—	ENERNOC INC	10,500,000	$6.097M	0.2%	$0.58	$0.68	—	DBCV 2.250% 8/1	292764AB3
UNH	UNITEDHEALTH GROUP INC	50,921	$5.99M	0.2%	$117.63 *	$99.65	-0.4%	COM	91324P102
HUBB	HUBBELL INC	57,526	$5.812M	0.2%	$101.03 *	$76.44	0.0%	COM	443510607
PEP	PEPSICO INC	56,192	$5.615M	0.2%	$99.93 *	$65.67	+11.9%	COM	713448108
—	APOLLO RESIDENTIAL MTG INC	454,106	$5.427M	0.1%	$11.95	$12.25	—	COM	03763V102
—	TESLA MTRS INC	5,820,000	$5.333M	0.1%	$0.92	$0.93	—	NOTE 1.250% 3/0	88160RAC5
—	INTERPUBLIC GROUP COS INC	224,150	$5.218M	0.1%	$23.28 *	$13.98	+10.0%	COM	460690100
UAL	UNITED CONTL HLDGS INC	89,295	$5.117M	0.1%	$57.30	$61.04	-5.4%	COM	910047109
—	AMAG PHARMACEUTICALS INC	4,000,000	$5.03M	0.1%	$1.26	$2.08	—	NOTE 2.500% 2/1	00163UAA4
—	TRINA SOLAR LIMITED	5,000,000	$4.828M	0.1%	$0.97	$0.97	—	NOTE 4.000%10/1	89628EAE4
—	CABLEVISION SYS CORP	150,000	$4.785M	0.1%	$31.90	$31.90	—	CL A NY CABLVS	12686C109
GM	GENERAL MTRS CO	137,295	$4.669M	0.1%	$34.01 *	$24.16	+14.7%	COM	37045V100
CSL	CARLISLE COS INC	51,365	$4.556M	0.1%	$88.70 *	$77.78	0.0%	COM	142339100
—	TETRALOGIC PHARMACEUTICALS	10,804,000	$4.328M	0.1%	$0.40	$0.51	—	C NOTE 8.000% 6/1	88165UAB5
WHR	WHIRLPOOL CORP	29,274	$4.299M	0.1%	$146.85 *	$167.44	-7.3%	COM	963320106
ITW	ILLINOIS TOOL WKS INC	46,051	$4.268M	0.1%	$92.68 *	$68.35	+4.5%	COM	452308109
—	TESARO INC	2,500,000	$4.203M	0.1%	$1.68	$1.68	—	NOTE 3.000%10/0	881569AA5
CCL	CARNIVAL CORP	73,561	$4.008M	0.1%	$54.49 *	$45.03	0.0%	PAIRED CTF	143658300
—	KRISPY KREME DOUGHNUTS INC	263,805	$3.976M	0.1%	$15.07	$15.07	—	COM	501014104
MDT	MEDTRONIC PLC	51,392	$3.953M	0.1%	$76.92 *	$56.98	+2.8%	SHS	G5960L103
—	UNITED TECHNOLOGIES CORP	39,902	$3.833M	0.1%	$96.06	$110.18	—	COM	913017109
TXRH	TEXAS ROADHOUSE INC	104,632	$3.743M	0.1%	$35.77 *	$29.66	+1.0%	COM	882681109
—	XEROX CORP	349,618	$3.716M	0.1%	$10.63	$10.63	—	COM	984121103
JNJ	JOHNSON & JOHNSON	33,874	$3.48M	0.1%	$102.73 *	$68.36	+11.1%	COM	478160104
CAH	CARDINAL HEALTH INC	38,634	$3.449M	0.1%	$89.27 *	$62.30	+2.1%	COM	14149Y108
CSX	CSX CORP	127,440	$3.307M	0.1%	$25.95 *	$8.37	-6.8%	COM	126408103
—	SUNPOWER CORP	2,500,000	$3.266M	0.1%	$1.31	$1.48	—	DBCV 0.750% 6/0	867652AG4
MCK	MCKESSON CORP	15,744	$3.105M	0.1%	$197.22 *	$195.59	-10.8%	COM	58155Q103
GIS	GENERAL MLS INC	51,031	$2.942M	0.1%	$57.65 *	$40.46	0.0%	COM	370334104
—	PINNACLE FOODS INC DEL	67,988	$2.887M	0.1%	$42.46	$42.46	—	COM	72348P104
MWA	MUELLER WTR PRODS INC	329,652	$2.835M	0.1%	$8.60 *	$7.42	0.0%	COM SER A	624758108
UNP	UNION PAC CORP	35,046	$2.741M	0.1%	$78.21 *	$72.17	-5.4%	COM	907818108
—	VARIAN MED SYS INC	32,296	$2.61M	0.1%	$80.81	$80.81	—	COM	92220P105
BIIB	BIOGEN INC	8,492	$2.602M	0.1%	$306.41 *	$287.35	0.0%	COM	09062X103
AMGN	AMGEN INC	16,023	$2.601M	0.1%	$162.33 *	$116.50	0.0%	COM	031162100
—	ITT CORP NEW	70,100	$2.546M	0.1%	$36.32	$36.32	—	COM NEW	450911201
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	41,586	$2.496M	0.1%	$60.02 *	$55.65	+2.7%	CL A	192446102
—	ST JUDE MED INC	40,077	$2.476M	0.1%	$61.78	$61.78	—	COM	790849103
ABBV	ABBVIE INC	41,567	$2.462M	0.1%	$59.23 *	$37.96	0.0%	COM	00287Y109
MRK	MERCK & CO INC NEW	46,448	$2.453M	0.1%	$52.81 *	$36.77	0.0%	COM	58933Y105
CAKE	CHEESECAKE FACTORY INC	52,466	$2.419M	0.1%	$46.11 *	$39.55	0.0%	COM	163072101
MEI	METHODE ELECTRS INC	75,209	$2.394M	0.1%	$31.83 *	$32.40	-15.3%	COM	591520200
—	CARRIAGE SVCS INC	2,000,000	$2.356M	0.1%	$1.18	$1.11	—	NOTE 2.750% 3/1	143905AM9
—	LABORATORY CORP AMER HLDGS	18,805	$2.325M	0.1%	$123.64	$123.64	—	COM NEW	50540R409
—	MEAD JOHNSON NUTRITION CO	28,638	$2.261M	0.1%	$78.95	$78.95	—	COM	582839106
GOOGL	ALPHABET INC	2,871	$2.234M	0.1%	$778.13 *	$36.73	0.0%	CAP STK CL A	02079K305
—	DR PEPPER SNAPPLE GROUP INC	23,809	$2.219M	0.1%	$93.20	$77.17	—	COM	26138E109
DVA	DAVITA HEALTHCARE PARTNERS I	31,720	$2.211M	0.1%	$69.70 *	$77.54	-5.5%	COM	23918K108
GVA	GRANITE CONSTR INC	49,647	$2.13M	0.1%	$42.90 *	$37.52	0.0%	COM	387328107
—	STERICYCLE INC	17,221	$2.077M	0.1%	$120.61	$120.61	—	COM	858912108
—	DEL TACO RESTAURANTS INC	194,014	$2.066M	0.1%	$10.65	$14.00	—	COM	245496104
BLDR	BUILDERS FIRSTSOURCE INC	184,212	$2.041M	0.1%	$11.08 *	$12.67	+0.3%	COM	12008R107
CSTE	CAESARSTONE SDOT-YAM LTD	46,745	$2.026M	0.1%	$43.34 *	$35.20	0.0%	ORD SHS	M20598104
MOD	MODINE MFG CO	219,724	$1.989M	0.1%	$9.05 *	$9.33	-6.1%	COM	607828100
FIS	FIDELITY NATL INFORMATION SV	32,700	$1.982M	0.1%	$60.61 *	$55.49	0.0%	COM	31620M106
DG	DOLLAR GEN CORP NEW	27,507	$1.977M	0.1%	$71.87 *	$59.13	+0.7%	COM	256677105
—	HIBBETT SPORTS INC	63,493	$1.92M	0.1%	$30.24	$30.24	—	COM	428567101
BMY	BRISTOL MYERS SQUIBB CO	27,579	$1.897M	0.1%	$68.78 *	$43.65	+7.0%	COM	110122108
GNTX	GENTEX CORP	116,502	$1.865M	0.1%	$16.01	$16.16	0.0%	COM	371901109
LOCO	EL POLLO LOCO HLDGS INC	147,202	$1.859M	0.1%	$12.63 *	$11.88	0.0%	COM	268603107
—	CRANE CO	38,573	$1.845M	0.1%	$47.83	$47.83	—	COM	224399105
—	SANOFI	16,160,449	$1.818M	0.0%	$0.11	$1.21	—	RIGHT 12/31/2020	80105N113
—	HARMAN INTL INDS INC	19,149	$1.804M	0.0%	$94.21	$95.98	—	COM	413086109
—	CHESAPEAKE ENERGY CORP	5,390,000	$1.799M	0.0%	$0.33	$0.71	—	NOTE 2.250%12/1	165167CB1
—	TOWER INTL INC	62,826	$1.795M	0.0%	$28.57	$25.06	—	COM	891826109
—	ECHO GLOBAL LOGISTICS INC	84,034	$1.713M	0.0%	$20.38	$20.38	—	COM	27875T101
YUM	YUM BRANDS INC	23,304	$1.702M	0.0%	$73.03 *	$43.30	0.0%	COM	988498101
—	POWERSECURE INTL INC	112,079	$1.687M	0.0%	$15.05	$13.35	—	COM	73936N105
FIVE	FIVE BELOW INC	52,244	$1.677M	0.0%	$32.10	$32.03	0.0%	COM	33829M101
—	CASTLE A M & CO	4,058,000	$1.509M	0.0%	$0.37	$1.45	—	NOTE 7.000%12/1	148411AF8
—	PRICELINE GRP INC	1,164	$1.484M	0.0%	$1274.91	$1202.06	—	COM NEW	741503403
GOGO	GOGO INC	81,776	$1.456M	0.0%	$17.80 *	$18.62	-8.6%	COM	38046C109
—	SUPERVALU INC	213,068	$1.445M	0.0%	$6.78	$7.18	—	COM	868536103
ANGO	ANGIODYNAMICS INC	113,998	$1.384M	0.0%	$12.14	$12.32	0.0%	COM	03475V101
—	PLY GEM HLDGS INC	106,149	$1.331M	0.0%	$12.54	$12.54	—	COM	72941W100
MTRX	MATRIX SVC CO	61,797	$1.269M	0.0%	$20.53 *	$22.43	0.0%	COM	576853105
—	SAGENT PHARMACEUTICALS INC	78,572	$1.25M	0.0%	$15.91	$23.25	—	COM	786692103
—	STONEGATE MTG CORP	225,319	$1.228M	0.0%	$5.45	$15.89	—	COM	86181Q300
LOW	LOWES COS INC	15,800	$1.201M	0.0%	$76.01 *	$61.72	0.0%	COM	548661107
—	SKECHERS U S A INC	39,591	$1.196M	0.0%	$30.21	$30.21	—	CL A	830566105
—	TILE SHOP HLDGS INC	72,600	$1.191M	0.0%	$16.40	$11.98	—	COM	88677Q109
AES	AES CORP	51,267	$1.182M	0.0%	$23.06 *	$9.34	-26.4%	COM	00130H105
CBZ	CBIZ INC	118,395	$1.167M	0.0%	$9.86 *	$9.34	+13.3%	COM	124805102
CVLG	COVENANT TRANSN GROUP INC	60,945	$1.151M	0.0%	$18.89 *	$14.63	-35.3%	CL A	22284P105
—	SUCAMPO PHARMACEUTICALS INC	66,337	$1.147M	0.0%	$17.29	$16.43	—	CL A	864909106
ADUS	ADDUS HOMECARE CORP	47,810	$1.113M	0.0%	$23.28 *	$25.18	0.0%	COM	006739106
—	USA TECHNOLOGIES INC	71,104	$1.102M	0.0%	$15.50	$18.09	—	CONV PFD SER A	90328S203
—	SWIFT TRANSN CO	75,094	$1.038M	0.0%	$13.82	$15.02	—	CL A	87074U101
SUPN	SUPERNUS PHARMACEUTICALS INC	75,415	$1.014M	0.0%	$13.45 *	$15.47	0.0%	COM	868459108
—	GLOBAL EAGLE ENTMT INC	100,071	$988K	0.0%	$9.87	$12.43	—	COM	37951D102
—	INSYS THERAPEUTICS INC NEW	29,344	$840K	0.0%	$28.63	$28.46	—	COM NEW	45824V209
XLV	SELECT SECTOR SPDR TR	10,662	$768K	0.0%	$72.03	$72.03	—	SBI HEALTHCARE	81369Y209
—	AEGERION PHARMACEUTICALS INC	1,000,000	$664K	0.0%	$0.66	$0.66	—	NOTE 2.000% 8/1	00767EAB8
—	CHESAPEAKE ENERGY CORP	125,000	$563K	0.0%	$4.50	$4.50	—	COM	165167107
RVP	RETRACTABLE TECHNOLOGIES INC	179,401	$556K	0.0%	$3.10 *	$4.12	-16.1%	COM	76129W105
—	AMBAC FINL GROUP INC	74,756	$497K	0.0%	$6.65	$7.60	—	*W EXP 04/30/202	023139116
LNWO	SCIENTIFIC GAMES CORP	38,460	$345K	0.0%	$8.97 *	$13.11	-26.5%	CL A	80874P109
—	OI S.A.	534,174	$326K	0.0%	$0.61	$0.61	—	SPN ADR NEW	670851302
LEU	CENTRUS ENERGY CORP	94,700	$125K	0.0%	$1.32 *	$51.25	-95.7%	CL A	15643U104